Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 19.28% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 35'875 CHF | 14'458 CHF | 99.17% | 99.17% |
19.11.2024 | 17.66% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 39'025 CHF | 15'508 CHF | 99.17% | 99.17% |
18.11.2024 | 15.67% | 0.06 CHF | 0.07 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 44'305 CHF | 17'268 CHF | 99.23% | 99.23% |
15.11.2024 | 9.56% | 0.08 CHF | 0.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 60'364 CHF | 22'121 CHF | 99.17% | 99.17% |
14.11.2024 | 6.32% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 69'319 CHF | 24'606 CHF | 99.16% | 99.16% |
13.11.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 75'751 CHF | 26'750 CHF | 99.16% | 99.16% |
12.11.2024 | 4.39% | 0.19 CHF | 0.20 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 100'448 CHF | 34'983 CHF | 99.17% | 99.17% |
11.11.2024 | 3.86% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 114'616 CHF | 39'705 CHF | 99.17% | 99.17% |
08.11.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'988 CHF | 36'163 CHF | 99.17% | 99.17% |
07.11.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'943 CHF | 36'148 CHF | 98.27% | 98.27% |